Master of Science in Quantitative Finance and Risk Analytics (QFRA)
Fall 2015 and Spring 2016
The QFRA curriculum requires students to take a combination of technical, computational and business
skills courses. There are 5 required QFRA core courses: Business “B” (1 course), Computational “C” (2
courses) and Technical “T” (2 courses). In addition students will select 5 electives which must include 2
from Business, no more than 1 from Computational and at least 2 from Technical. The allocation can be
either 3B/3C/4T or 3B/2C/5T.
2 - Required Professional Development and Career Workshops
MGMT 6960-2 Prof. Development Workshop 1/Career Workshops (Fall) Wednesday 2 - 3:50 p.m.
MGMT 6971-2 Prof. Development Workshop 2/Career Workshops (Spring) Wednesday 2 - 3:50 p.m.
5 Required QFRA Core:
B - MGMT 6020 Financial Management I (Fall) Thursday 6 - 8:50 p.m.
C - MGMT 6510 Financial Computation (Fall) Thursday 2 - 4:50 p.m.; Friday 9 - 11:50 a.m.
C - MGMT 6440 Financial Simulation (Spring) Tuesday 9 - 11:50 a.m.
T - MGMT 6520 Financial Modeling (Fall) Monday 6 - 8:50 p.m.
T - MGMT 6370 Options Futures and Derivatives Markets (Fall) Monday and Thursday 10 - 11:30 a.m.
and (Spring) Thursday 9 - 11:50 a.m.
Select 2 Electives from Business Skills Area:
Lally Courses
MGMT 6340 Financial Markets and Institutions (Fall) Tuesday 6 – 8:50 p.m.
MGMT 6380 Advanced Corporate Finance (Fall) Monday and Thursday 4 – 5:50 p.m.
MGMT 7740 Accounting for Reporting and Control (Fall) Monday 6 – 8:50 p.m.
MGMT 6240 Financial Trading and Investing (Fall) Thursday 12 – 2:50 p.m. and (Spring) Monday
9 – 11:50 a.m.
MGMT 6410 Investments (Fall) Mon. and Thurs. 10 – 11:30 a.m.; (Spring) Thursday 6 – 8:50 p.m.
MGMT 6030 Financial Management II (Spring) Monday 6 – 8:50 p.m.
MGMT 6360 International Finance (Spring) Monday and Thursday 12 – 1:50 p.m.
MGMT 6430 Financial Statement Analysis (Spring) Tuesday 12 – 1:50 p.m.
Select no more than 1 Elective from Computational Skills Area:
Courses from Other Departments
ECON 6560 Introduction to Econometrics (Fall) – M and R 12 - 1:50 p.m.; (Spring) M and R 2 - 3:50 p.m.
MATH 4800 Numerical Computing (Fall) M and R 10 – 11:50 a.m.; T and F 10 – 11:50 a.m.
MATH 4820 Into to Numerical Methods for Differential Equations (4 cr) M and R 12 – 1:50 p.m.
MATH 6740 Financial Mathematics and Simulation (4 cr) (Spring) T and F 12 – 1:50 p.m.
MATP 4620 Mathematical Statistics (4 cr) (Spring) Tuesday and Friday 10 – 11:50 a.m.
MATP 6610 Computational Optimization (4cr) (Spring) Tuesday and Friday 2 – 3:50 p.m.
Select at least 2 Electives from Technical Skills Area:
Lally Courses
MGMT 7760 Risk Management (Fall) Tues. and Fri. 4 – 5:30 p.m.; (Spring) Mon. and Thurs. 4 – 5:50 p.m.
MGMT 6400 Financial Econometrics Modeling (Spring) Monday and Thursday 2 – 3:50 p.m.
MGMT 6964 Fixed Income Securities (Spring) Thursday 6 – 8:50 p.m.
Courses from Other Departments
MATH 4740 Intro to Financial Mathematics and Engineering (Fall) Tuesday and Friday 12 – 1:50 p.m.
MATH 6600 Stochastic Processes and Modeling (Fall) Monday and Thursday 2 – 3:50 p.m.
MATP 4600 Probability Theory and Applications (4 credits) (Fall) Tuesday and Friday 2 – 3:50 p.m.
MATP 6600 Nonlinear Programming ( 4 credits) (Fall) Tuesday and Friday 12 – 1:50 p.m.
ISYE 6010 Applied Regression Analysis (Spring) Monday and Thursday 10 – 11:20 p.m.